+16.7%
BABA vs TCOM
-9.7%
+26.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.2% |
| 7D | -0.2% | -7.6% | +7.5% | +4.0% |
| 30D | -12.3% | -12.2% | 0.0% | -6.1% |
| 3M | -5.3% | -14.2% | +8.9% | +1.9% |
| 6M | -13.1% | -25.0% | +11.9% | +0.6% |
| YTD | -22.4% | -43.7% | +21.2% | +2.6% |
| 1Y | -19.5% | -44.5% | +25.1% | +7.3% |
| 3Y | +32.9% | +13.4% | +19.5% | +12.3% |
| 5Y | -29.9% | +26.5% | -56.3% | -48.1% |
| 10Y | +16.7% | -10.3% | +27.0% | -7.8% |
| All | +16.7% | -9.7% | +26.5% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling